IDEAS home Printed from https://ideas.repec.org/a/oec/stdkab/5ks9v44bdj32.html
   My bibliography  Save this article

Forecasting international trade: A time series approach

Author

Listed:
  • Alexander Keck

    ()

  • Alexander Raubold

    ()

  • Alessandro Truppia

    ()

Abstract

This paper develops a time series model to forecast the growth in imports by major advanced economies in the current and following year (two to six quarters ahead). Both pure time series analysis and structural approaches that include additional predictors based on economic theory are used. Our results compare favourably with other trade forecasts, as measured by standard evaluation statistics and can serve as a benchmark for more complex macroeconomic models.

Suggested Citation

  • Alexander Keck & Alexander Raubold & Alessandro Truppia, 2010. "Forecasting international trade: A time series approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2009(2), pages 157-176.
  • Handle: RePEc:oec:stdkab:5ks9v44bdj32
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1787/jbcma-2009-5ks9v44bdj32
    Download Restriction: Full text available to READ online. PDF download available to OECD iLibrary subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Robert Lehmann, 2015. "Survey-based indicators vs. hard data: What improves export forecasts in Europe?," ERSA conference papers ersa15p756, European Regional Science Association.
    2. Kamel Jlassi, 2015. "Modelling and Forecasting of Tunisian Current Account: Aggregate versus Disaggregate Approach," IHEID Working Papers 13-2015, Economics Section, The Graduate Institute of International Studies.

    More about this item

    Keywords

    Forecasting; Time Series; International Trade;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oec:stdkab:5ks9v44bdj32. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/oecddfr.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.